Investigation will not start except there is a complaint. CAF will look into the matter if the NFF make a formal complaint. As it stands now, CAF is not aware of this shameful incident. Morocco needs to be sanctioned for this disgraceful act. A fine or playing without fans for some matches might be a worthy punishment. For now, the Nigerian is in the mood of celebration, maybe they would have hastily sought justice if we had lost the trophy.
If CAF will boldly say they are not aware of this very act then they are not as active as we expect them to be because how can this very incident be happening on the last day of the competition and they are not aware, this is not the first time Morocco fans are doing this to the Falcons. They know they can't beat Nigeria so distracting the players is the only way, the tension of the stadium is enough to make the players be distracted. The punishment shouldn't be only to pay a fine, like you said they should play without their supporters plus a fine, if the so called CAF president don't take any action now it will happen again.